+104.7%
COST vs LEN
-13.7%
+118.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | -2.5% | -7.8% | +5.3% | -1.0% |
| 30D | -4.4% | -11.0% | +6.6% | -2.4% |
| 3M | -8.1% | -12.8% | +4.7% | -6.1% |
| 6M | -9.2% | -20.2% | +11.0% | -5.9% |
| YTD | +5.1% | -23.0% | +28.1% | +9.4% |
| 1Y | -5.1% | -41.8% | +36.7% | +4.6% |
| 3Y | +70.4% | -28.8% | +99.2% | +69.1% |
| 5Y | +104.7% | -12.6% | +117.3% | +82.3% |
| All | +104.7% | -13.7% | +118.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling